+18.3%
VMC vs AFL
+62.4%
-44.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.7% | -3.3% | -0.4% | -2.8% |
| 30D | -12.8% | -5.0% | -7.8% | -11.6% |
| 3M | -7.9% | -1.8% | -6.2% | -7.6% |
| 6M | -7.5% | +4.8% | -12.4% | -9.0% |
| YTD | -11.6% | +5.4% | -17.1% | -13.4% |
| 1Y | -14.3% | +9.0% | -23.2% | -17.0% |
| All | +18.3% | +62.4% | -44.1% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling